DEALING WITH MONOTONICITY CONSTRAINTS IN SCREENING PROBLEMS: THE PRINCIPAL-AGENT MODEL

DOI10.17654/MS101020215MaRDI QIDQ5269530zbMATH OpenOpenAlexFDO

Authors X. Ruiz del Portal

Publication date 27 June 2017

Published in Far East Journal of Mathematical Sciences (FJMS) (Search for Journal in Brave)

Full work available at URL http://www.pphmj.com/abstract/10469.htm

zbMATH Keywords

optimal control theorymonotonicity constraintsoptimal contractscreening problemswell-behaved solutions

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Applications of optimal control and differential games (49N90) Microeconomic theory (price theory and economic markets) (91B24)

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(8)

• Hamiltonian approach to multi-dimensional screening
• Progressive Screening: Long-Term Contracting with a Privately Known Stochastic Process
• A general principal-agent setting with non-differentiable mechanisms: Some examples
• Satisficing and maximizing consumers in a monopolistic screening model
• Non-smooth monotonicity constraints in optimal control problems: some economic applications
• Monotonicity in direct revelation mechanisms
• Reversals of signal-posterior monotonicity imply a bias of screening
• On the existence of positive equilibrium profits in competitive screening markets

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